Tom Smith

University of Queensland - Faculty of Business, Economics and Law

Frank Finn Professor of Finance

4072 Brisbane, Queensland

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

SCHOLARLY PAPERS

22

DOWNLOADS
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Top 9,522

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4,543

CITATIONS
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SSRN RANKINGS

Top 6,276

in Total Papers Citations

79

Scholarly Papers (22)

1.

Modeling the Bid/Ask Spread: Measuring the Inventory-Holding Premium

Number of pages: 57 Posted: 05 Dec 2002
Vanderbilt University - Finance, Vanderbilt University - Finance and University of Queensland - Faculty of Business, Economics and Law
Downloads 1,152 (16,207)
Citation 24

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market microstructure, determinants of spread, option value

2.

Big Data Techniques in Auditing Research and Practice: Current Trends and Future Opportunities

Journal of Accounting Literature, Volume 40, June 2018, Pages 102-115
Number of pages: 42 Posted: 10 Mar 2017 Last Revised: 11 Feb 2018
Bond University - Bond Business School, University of Queensland - Business School, Bond University - Faculty of Business, Technology and Sustainable Development and University of Queensland - Faculty of Business, Economics and Law
Downloads 765 (29,398)

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Auditing, Big Data, Data Analytics, Statistical Techniques

3.

Ownership, Competition, and Financial Disclosure

Number of pages: 34 Posted: 17 Jun 2006
Australian National University (ANU) - Faculty of Economics & Commerce, Australian National University (ANU) - School of Business and Information Management, University of Queensland - Faculty of Business, Economics and Law and Vanderbilt University - Finance
Downloads 507 (50,712)
Citation 4

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competition, ownership, financial disclosure

4.

Using Option Prices to Infer Overpayments and Synergies in M&A Transactions

Vanderbilt Owen Graduate School of Management Research Paper No. 2012-02
Number of pages: 47 Posted: 12 Oct 2011 Last Revised: 12 Dec 2012
Independent, Fuqua School of Business, Duke University, University of Queensland - Faculty of Business, Economics and Law and Vanderbilt University - Finance
Downloads 469 (55,905)
Citation 5

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takeover offers, option-implied values for bidder and target gains and news

5.

Regulation Fair Disclosure and the Cost of Adverse Selection

Journal of Accounting Research, Vol. 46, Issue 3, pp. 697–728, June 2008
Number of pages: 40 Posted: 20 Jul 2006 Last Revised: 28 Nov 2012
UNSW Australia Business School, School of Accounting, University of Queensland - Faculty of Business, Economics and Law, Vanderbilt University - Finance and Vanderbilt University - Accounting
Downloads 434 (61,468)
Citation 20

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adverse selection, Reg FD, bid/ask spread, private information

6.

The Persistent Presidential Dummy

Number of pages: 31 Posted: 17 Jun 2006
Massey University - Department of Finance Banking and Property, Macquarie UNiversity, University of Queensland - Faculty of Business, Economics and Law and Vanderbilt University - Finance
Downloads 398 (68,277)
Citation 9

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spurious regression, persistence, data mining, dummy variable

7.

Political Regimes, Business Cycles, Seasonalities, and Returns

Number of pages: 61 Posted: 17 Jun 2006 Last Revised: 22 Dec 2008
Massey University - Department of Finance Banking and Property, Macquarie UNiversity, University of Queensland - Faculty of Business, Economics and Law and Vanderbilt University - Finance
Downloads 358 (77,263)
Citation 5

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persistent regimes, regime difference tests, spurious regression, dummy variable

Endogeneity in Accounting and Finance Research: Natural Experiments as a State-of-the-Art Solution

Number of pages: 28 Posted: 20 Oct 2014
Australian National University (ANU), University of Queensland - Faculty of Business, Economics and Law and University of Queensland - Business School
Downloads 311 (90,085)

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Corporate governance, endogeneity, natural or quasi experiment

Endogeneity in Accounting and Finance Research: Natural Experiments as a State‐of‐the‐Art Solution

Abacus, Vol. 51, Issue 2, pp. 143-168, 2015
Number of pages: 26 Posted: 03 Jun 2015
Australian National University (ANU), University of Queensland - Faculty of Business, Economics and Law and University of Queensland - Business School
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Corporate governance, Endogeneity, Natural or quasi experiment

9.
Downloads 78 (291,104)
Citation 7

Regime Shifts and Bond Returns

NYU Working Paper No. S-MF-99-12
Number of pages: 41 Posted: 12 Nov 2008
Interdisciplinary Center (IDC) Herzliyah, New York University (NYU) - Department of Finance, University of Queensland - Faculty of Business, Economics and Law and New York University
Downloads 54 (358,387)
Citation 7

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Regime Shifts and Bond Returns

NYU Working Paper No. FIN-99-010
Number of pages: 41 Posted: 07 Nov 2008
Interdisciplinary Center (IDC) Herzliyah, New York University (NYU) - Department of Finance, University of Queensland - Faculty of Business, Economics and Law and New York University
Downloads 24 (484,033)
Citation 7

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10.

Ex Ante Bond Returns and the Yield Curve

NYU Working Paper No. FIN-96-017
Number of pages: 33 Posted: 07 Nov 2008
affiliation not provided to SSRN, New York University (NYU) - Department of Finance, University of Queensland - Faculty of Business, Economics and Law and New York University
Downloads 65 (322,146)
Citation 1

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11.

Accounting Research in Abacus, A&F, AAR, and AJM from 2008–2015: A Review and Research Agenda

Abacus, Vol. 53, Issue 2, pp. 159-179, 2017
Number of pages: 21 Posted: 03 Jun 2017
University of Queensland - Business School, University of Queensland - Business School, University of Queensland, University of Queensland and University of Queensland - Faculty of Business, Economics and Law
Downloads 2 (594,769)
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12.

Common Divisors, Payout Persistence, and Return Predictability

International Review of Finance, Vol. 9, No. 4, pp. 335-357, December 2009
Number of pages: 23 Posted: 08 Dec 2009
Massey University - Department of Finance Banking and Property, Macquarie UNiversity, University of Queensland - Faculty of Business, Economics and Law and Vanderbilt University - Finance
Downloads 2 (594,769)
Citation 3
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13.

From the Editor

Accounting & Finance, Vol. 58, Issue 1, pp. 5-10, 2018
Number of pages: 6 Posted: 28 Mar 2018
Tom Smith
University of Queensland - Faculty of Business, Economics and Law
Downloads 1 (606,183)
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14.

Dividend Persistence and Dividend Behaviour

Accounting & Finance, Vol. 58, Issue 1, pp. 127-147, 2018
Number of pages: 21 Posted: 28 Mar 2018
University of Queensland - Faculty of Business, Economics and Law, Massey University - Department of Finance Banking and Property, Jiangxi University of Finance and Economics and University of Queensland - Faculty of Business, Economics and Law
Downloads 1 (606,183)
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Dividend behaviour, Dividend persistence, Spurious regression and correlation

15.

Reply to ‘So, Who Really is a 'Noted Author' Within the Accounting Literature? A Reflection on Benson Et Al. (2015)’

Australian Journal of Management, Vol. 41, No. 4, 2016
Posted: 04 Nov 2016
Karen L. Benson and Tom Smith
University of Queensland - Business School and University of Queensland - Faculty of Business, Economics and Law

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Accounting literature, noted author, qualitative, research areas, social and environmental

16.

Divestment from Fossil Fuel Companies: Confluence between Policy and Strategic Viewpoints

Australian Journal of Management, Vol. 40, No. 3, 2015
Posted: 18 Sep 2015
University of Queensland - Business School, Independent, University of Queensland, Business School, Students, UNSW Australia Business School, School of Accounting and University of Queensland - Faculty of Business, Economics and Law

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Climate change, confluence, divestment, fossil fuels, policy, strategy

17.

Qualitative Theory in Finance: Theory into Practice

Australian Journal of Management, Vol. 40, No. 3, 2015
Posted: 18 Sep 2015
Michelle Salmona and Tom Smith
Australian National University (ANU) and University of Queensland - Faculty of Business, Economics and Law

Abstract:

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Finance, qualitative, theory

18.

Fifty Years of Finance Research in the Asia Pacific Basin

Accounting & Finance, Vol. 54, Issue 2, pp. 335-363, 2014
Number of pages: 29 Posted: 05 Jun 2014
University of Queensland - Business School, University of Queensland and University of Queensland - Faculty of Business, Economics and Law
Downloads 0 (622,270)
Citation 1
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Finance, Research, Asia Pacific Basin

19.

Qualitative Research in Finance

Australian Journal of Management, Vol. 39, No. 1, 2014
Posted: 11 Feb 2014
Michelle Salmona and Tom Smith
Australian National University (ANU) and University of Queensland - Faculty of Business, Economics and Law

Abstract:

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finance, qualitative research

20.

The Monotonicity of the Term Premium: Another Look

Posted: 18 Jul 2001
New York University (NYU) - Department of Finance, affiliation not provided to SSRN and University of Queensland - Faculty of Business, Economics and Law

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21.

A Unified Approach to Testing for Serial Correlation in Stock Returns

Journal of Business, Vol 67, No 3, July 1994
Posted: 01 Jan 1999
Matthew P. Richardson and Tom Smith
New York University (NYU) - Department of Finance and University of Queensland - Faculty of Business, Economics and Law

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22.

Assessing Goodness-of-Fit of Asset Pricing Models: The Distribution of the Maximal R2

JOURNAL OF FINANCE, Vol 52 No 2, June 1997
Posted: 10 Mar 1997
The University of Sydney - Discipline of Finance, University of Queensland - Faculty of Business, Economics and Law and Vanderbilt University - Finance

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